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Claudia Klüppelberg

From Wikipedia, the free encyclopedia
German mathematician (born 1953)
Claudia Klüppelberg
Klüppelberg in 2010
Born (1953-05-23)May 23, 1953 (age 72)
Alma materUniversity of Mannheim
Scientific career
FieldsMathematics,Statistics
InstitutionsUniversity of Mainz
Technical University of Munich
Thesis Subexponentielle Verteilungen und Charakterisierungen verwandter Klassen (1987)
Doctoral advisorHorand Störmer
Paul Embrechts

Claudia Klüppelberg (born May 23, 1953) is a Germanmathematical statistician and appliedprobability theorist, known for her work in risk assessment andstatistical finance. She is a professor emerita of mathematical statistics at theTechnical University of Munich.[1]

Education and career

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Klüppelberg completed a doctorate in 1987 at theUniversity of Mannheim.[1] Her dissertation,Subexponentielle Verteilungen und Charakterisierungen verwandter Klassen, was jointly supervised by Horand Störmer and Paul Embrechts.[2]

She earned herhabilitation in 1993 atETH Zurich. Then, she became a professor of applied statistics atJohannes Gutenberg University Mainz, and moved to the Technical University of Munich in 1997. She retired to become a professor emerita in 2019.[1]

Books

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Klüppelberg is the co-author of

  • Modelling Extremal Events: for Insurance and Finance (with Paul Embrechts and Thomas Mikosch, Springer, 1997)[3]

She is the co-editor of

  • Complex Stochastic Systems (edited withOle Barndorff-Nielsen andDavid R. Cox, Chapman & Hall/CRC, 2001)[4]
  • Risk - A Multidisciplinary Introduction (edited with Daniel Straub and Isabell M. Welpe, Springer, 2014)

Recognition

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Klüppelberg was awarded theOrder of Merit of the Federal Republic of Germany and the Bavarian state orderPro meritis scientiae et litterarum [de] in 2001.[1] She is a Fellow of theInstitute of Mathematical Statistics,[5] and was a Medallion Lecturer of the Institute of Mathematical Statistics in 2009.[1]

References

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  1. ^abcde"Prof. Dr. Claudia Klüppelberg",Professors, Technical University of Munich, retrieved2019-09-12
  2. ^Claudia Klüppelberg at theMathematics Genealogy Project
  3. ^Reviews ofModelling Extremal Events:
  4. ^Review ofComplex Stochastic Systems:
  5. ^Honored IMS Fellows,Institute of Mathematical Statistics, retrieved2019-09-11
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